RcppZiggurat

v. 
by Dirk Eddelbuettel
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Type Package
Date 2015-07-25
License GPL (>= 2)
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LinkingTo Rcpp, RcppGSL
NeedsCompilation yes
Packaged 2015-07-26 01:06:28.219544 UTC; edd
Repository CRAN
Date/Publication 2015-07-26 09:11:22

'Rcpp' Integration of Different "Ziggurat" Normal RNG Implementations

The Ziggurat generator for normally distributed random numbers, originally proposed by Marsaglia and Tsang (JSS, 2000), has been improved upon a few times starting with Leong et al (JSS, 2005). This package provides an aggregation in order to compare different implementations. The goal is to provide an 'faster but good enough' alternative for use with R and C++ code. The package is still in an early state. Unless you know what you are doing, sticking with the generators provided by R may be a good idea as these have been extremely diligently tested.
Full Readme

Functions in RcppZiggurat

Name Description
RcppZiggurat-package Collection and comparison of different Ziggurat RNGs
zrnorm Collection of Ziggurat Normal RNGs
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